+134.7%
CP vs TW
+221.1%
-86.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | +0.2% | +3.9% | -3.8% | -0.8% |
| 3M | +2.6% | +5.7% | -3.1% | +0.8% |
| 6M | +6.0% | -14.5% | +20.5% | +9.5% |
| YTD | +24.9% | -0.9% | +25.8% | +23.7% |
| 1Y | +20.1% | -13.5% | +33.6% | +23.2% |
| 3Y | +16.4% | +25.0% | -8.6% | +3.7% |
| 5Y | +31.7% | +22.7% | +9.1% | +15.1% |
| All | +134.7% | +221.1% | -86.4% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling